+162.4%
XOP vs DRI
+70.3%
+92.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +16.5% | -0.4% | +16.9% | +16.5% |
| 3M | +15.7% | +9.5% | +6.2% | +12.4% |
| 6M | +19.2% | +6.5% | +12.7% | +16.2% |
| YTD | +55.0% | +18.4% | +36.5% | +45.1% |
| 1Y | +54.2% | +4.2% | +50.0% | +50.4% |
| 3Y | +35.9% | +57.1% | -21.2% | +13.6% |
| 5Y | +162.4% | +70.4% | +92.0% | +111.1% |
| All | +162.4% | +70.3% | +92.1% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling